Bury crowd outside cold and cross (9)
I believe the answer is:
intersect
'cross' is the definition.
('intersect' can be a synonym of 'cross')
'bury crowd outside cold' is the wordplay.
'bury' becomes 'inter' (I've seen this before).
'crowd' becomes 'set' (I've seen this in other clues**).
'outside' means one lot of letters goes inside another.
'cold' becomes 'c' (eg on taps).
'set' going around 'c' is 'sect'.
'inter'+'sect'='INTERSECT'
'and' is the link.
(Other definitions for intersect that I've seen before include "Divide into parts" , "making one cross" , "Cut across" , "Meet at a point" , "Criss-cross" .)